+90.3%
ZETA vs ELAN
+13.9%
+76.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.1% |
| 7D | -5.0% | +11.7% | -16.7% | -6.7% |
| 30D | -3.3% | +12.4% | -15.8% | -5.3% |
| 3M | +31.0% | -1.1% | +32.1% | +31.5% |
| 6M | +72.2% | +12.4% | +59.7% | +65.6% |
| YTD | +56.2% | +11.8% | +44.3% | +54.5% |
| 1Y | +90.3% | +12.5% | +77.8% | +87.6% |
| All | +90.3% | +13.9% | +76.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling